-5.8%
OSCR vs AVAV
+29.9%
-35.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | +10.7% | -24.3% | +35.0% | +18.7% |
| 3M | +13.4% | -20.1% | +33.5% | +18.0% |
| 6M | +144.6% | -29.4% | +173.9% | +159.7% |
| YTD | +128.0% | -39.3% | +167.4% | +145.4% |
| 1Y | +68.7% | -39.3% | +108.0% | +82.2% |
| 3Y | +398.8% | +29.5% | +369.3% | +284.4% |
| 5Y | +87.3% | +56.3% | +30.9% | +20.3% |
| All | -5.8% | +29.9% | -35.7% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling